+18.5%
HON vs CHD
+1.8%
+16.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -0.6% | -4.2% | +3.6% | +0.4% |
| 30D | -15.4% | -7.6% | -7.8% | -13.9% |
| 3M | -9.1% | -1.6% | -7.5% | -8.9% |
| 6M | -17.1% | -6.3% | -10.7% | -16.0% |
| YTD | +1.5% | +14.6% | -13.1% | -1.6% |
| 1Y | -1.3% | +1.6% | -2.9% | -2.0% |
| All | +18.5% | +1.8% | +16.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling